msalibian/RBF: Robust Backfitting

A robust backfitting algorithm for additive models based on (robust) local polynomial kernel smoothers. It includes both bounded and re-descending (kernel) M-estimators, and it computes predictions for points outside the training set if desired. See Boente, Martinez and Salibian-Barrera (2017) <doi:10.1080/10485252.2017.1369077> and Martinez and Salibian-Barrera (2021) <doi:10.21105/joss.02992> for details.

Getting started

Package details

Maintainer
LicenseGPL (>=3.0)
Version2.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("msalibian/RBF")
msalibian/RBF documentation built on Sept. 2, 2023, 6:58 p.m.